## Abstract An econometric model for exchange rate based on the behavior of dynamic international asset allocation is considered. The capital movement intensity index is constructed from the adjustment of a fully hedged international portfolio. Including this index as an additional explanatory vari
โฆ LIBER โฆ
Speculation Under the Random Walk Hypothesis
โ Scribed by Martin J. Beckmann
- Book ID
- 108555041
- Publisher
- John Wiley and Sons
- Year
- 2002
- Tongue
- English
- Weight
- 77 KB
- Volume
- 7
- Category
- Article
- ISSN
- 1361-374X
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